Visitors pass in front of the Qualcomm stand at the MWC (Mobile World Congress), the world's biggest mobile fair, in Barcelona on March 4, 2025. Surrounded by investment and innovation projects, the ...
A Python high-frequency intraday trading engine for simulating the rolling intrinsic strategy on the European market, solved as a dynamic program. See our paper (tbd, Schaurecker & Wozabal et al.